Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
20.03.2015 | 1.12% | 2.66 | 2.69 | 125'000 | 125'000 | 125'000 | 125'000 | 332'387 | 336'137 | 99.45% | 99.45% |
19.03.2015 | 0.38% | 2.59 | 2.60 | 125'000 | 125'000 | 125'000 | 125'000 | 331'362 | 332'612 | 95.91% | 95.91% |
18.03.2015 | 0.41% | 2.39 | 2.40 | 125'000 | 125'000 | 125'000 | 125'000 | 306'564 | 307'814 | 95.65% | 95.65% |
17.03.2015 | 0.39% | 2.46 | 2.47 | 125'000 | 125'000 | 125'000 | 125'000 | 316'436 | 317'686 | 97.66% | 97.66% |
16.03.2015 | 0.40% | 2.60 | 2.61 | 125'000 | 125'000 | 125'000 | 125'000 | 310'007 | 311'257 | 98.82% | 98.82% |
13.03.2015 | 0.41% | 2.30 | 2.31 | 125'000 | 125'000 | 125'000 | 125'000 | 306'948 | 308'198 | 98.15% | 98.15% |
12.03.2015 | 0.42% | 2.45 | 2.46 | 125'000 | 125'000 | 125'000 | 125'000 | 295'575 | 296'825 | 97.38% | 97.38% |
11.03.2015 | 0.43% | 2.34 | 2.35 | 125'000 | 125'000 | 125'000 | 125'000 | 292'762 | 294'012 | 98.06% | 98.06% |
10.03.2015 | 0.41% | 2.36 | 2.37 | 125'000 | 125'000 | 125'000 | 125'000 | 304'412 | 305'662 | 97.73% | 97.73% |